A Red Bulls official told MLSsoccer.com on Thursday that "no club has made a request for a loan for any of our players."

If a loan deal is ever proposed and agreed upon, it wouldn't kick in until Jan. 1, when the European transfer window opens. Henry is the all-time leading scorer in Arsenal club history and has reportedly trained with the Gunners in recent days.

Henry spent six weeks on loan at his former club earlier this year, playing six matches and scoring three times, including two game-winners. The Frenchman rejoined the Red Bulls for preseason training on Feb. 21 before finishing the season as one three finalists for the league MVP award.